From your post I take it you can't enter BIOS at all but if you can, try and reset it to default values...If what I suggest doesn't solve your problem, please post some specs such as MOBO brand, OS etc...
Since it is not in your post, I'll mention it, you also need a keyboard plugged in and your CPU.
If you are not entirely sure of what you are doing, I would suggest NOT to fire it up on an antistatic bag. Some of these bags conduct electricity and that is how they get rid of ESD so your MOBO might be grounded if sitting right on it. Assemble what you can with your MOBO sitting on it (CPU, HS and fan, memory) and then put it back in the case. Check all connections and make sure that everything is well seated. If your MOBO is for a P4, there is a second square connector for a 12 V (square plug with 4 pins) which is required and was not supported by older PSU. Check your light cables (HDD etc...)and make sure they are not reverse. Your MOBO manual will tell you where to plug them. If the configuration changed, i.e. the HDD is being installed on a different MOBO, you'll need to repair your OS as it is looking for the MOBO to which it was installed first.
I would start with this. If it doesn't work, post back again and we'll take it up from there.
My gaming machine:
P4 2.8 GHz
2 X 512 MHz PC3200 in dual DDR mode
Intel D865PERL MOBO
integrated 6.1 MAX audio
Logitech duo MX mouse and KB
ATI RADEON 9800 PRO